Mark J. Bennett

Mark Bennett is a senior solutions architect at NVIDIA where he focuses on acceleration for trading customer workloads. He holds a master’s degree in Computer Science from the University of Southern California and a PhD in Computer Science from UCLA and has taught graduate business analytics for the University of Iowa and the University of Chicago. Mark managed several engineering teams for real-time aerospace and quantitative risk software at Northrop Grumman and Bank of America Securities. After algo-trading foreign exchange and commodity futures he co-authored the book Financial Analytics with R published by Cambridge University Press.
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Posts by Mark J. Bennett

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Models / Libraries / Frameworks

Spotlight: Infleqtion Optimizes Portfolios Using Q-CHOP and NVIDIA CUDA-Q Dynamics

Computing is an essential tool for the modern financial services industry. Profits are won and lost based on the speed and accuracy of algorithms guiding... 9 MIN READ
Stock board
Data Science

GPU-Accelerate Algorithmic Trading Simulations by over 100x with Numba

Quantitative developers need to run back-testing simulations to see how financial algorithms perform from a profit and loss (P&L) standpoint. Statistical... 12 MIN READ
Stock board
Data Science

Limit Order Book Dataset Generation for Accelerated Short-Term Price Prediction with RAPIDS

In the high-frequency trading world, thousands of market participants interact daily. In fact, high-frequency trading accounts for more than half of the US... 9 MIN READ
Data Science

Accelerating Trustworthy AI for Credit Risk Management

On April 21, 2021, the EU Commission of the European Union issued a proposal for a regulation to harmonize the rules governing the design and marketing of AI... 13 MIN READ
Data Science

Deep Learning vs Machine Learning Challenger Models for Default Risk with Explainability

Data Scientists and Machine Learning Engineers often face the dilemma of “machine learning compared to deep learning” classifier usage for their business... 18 MIN READ
Simulation / Modeling / Design

Detecting Financial Fraud Using GANs at Swedbank with Hopsworks and NVIDIA GPUs

Recently, one of Sweden’s largest banks trained generative adversarial neural networks (GANs) using NVIDIA GPUs as part of its fraud and money-laundering... 10 MIN READ